Hanshin Diesel Works Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.57% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2632 | 15.75 | |
| 0.4487 | 26.49 | |
| -0.0422 | -1.99 | |
| 0.0140 | 1.27 | |
| 0.0240 | 3.99 | |
| 0.9756 | 156.94 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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